HSBC Call 20 LXS 18.12.2024
/ DE000HS2JFJ7
HSBC Call 20 LXS 18.12.2024/ DE000HS2JFJ7 /
| 2024-10-10 9:35:34 PM |
Chg.-0.050 |
Bid9:48:39 PM |
Ask9:48:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-5.32% |
0.900
Bid Size: 20,000 |
0.940
Ask Size: 20,000 |
LANXESS AG |
20.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HS2JFJ |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.39 |
| Parity: |
0.92 |
| Time value: |
0.06 |
| Break-even: |
29.80 |
| Moneyness: |
1.46 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
4.26% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.930 |
| High: |
0.960 |
| Low: |
0.890 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.32% |
| 1 Month |
|
|
+67.92% |
| 3 Months |
|
|
+111.90% |
| YTD |
|
|
-11.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.860 |
| 1M High / 1M Low: |
0.940 |
0.520 |
| 6M High / 6M Low: |
0.940 |
0.300 |
| High (YTD): |
2024-01-02 |
0.970 |
| Low (YTD): |
2024-08-07 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.596 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.97% |
| Volatility 6M: |
|
157.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
